Composer · investment strategy
by Composer Technologies · via Composer
A very active, rules‑driven “all‑weather” system. Mostly in T‑bills, it surges into 3× tech/semis when trends are strong, hedges with VIX when markets are hot, buys dips when oversold, and flips to Treasuries, gold, USD or cash in stress. High risk.
Description from Composer
of the return and risk figures:as the source publishes them
What $10,000 would have become, from the strategy's own published history, against the S&P 500 over the same dates. The basis is labelled.
This strategy doesn’t publish a performance history we can chart.
Each rule is quoted word for word from the strategy's own documents.
“it parks in cash, Treasuries (TLT/TMF), gold/commodities, USD, or even shorts”
“It briefly buys VIX funds (VXX/UVXY) to hedge/take profits.”
“Starts mostly in T‑bill funds (GSY/PULS/BIL).”
“often 3× funds like TECL, SOXL, TQQQ”
“Each day it checks”
“If stress rises (VIX up or trend breaks), it parks in cash, Treasuries (TLT/TMF), gold/commodities, USD, or even shorts.”
“Too hot (RSI high)? It briefly buys VIX funds (VXX/UVXY) to hedge/take profits.”
“Too cold (RSI low)? It buys the dip.”
“Owns growth/tech (often 3× funds like TECL, SOXL, TQQQ) or top mega‑caps.”
No published holdings for this strategy.
Compares the stated rules with the holdings (or, where none are published, a mix estimated from returns), using tests fixed before any results were seen.
No holdings on file, so nothing to test.
Strategies that share its Aggressive risk label, from other sources first, strongest risk-adjusted return first.
Composer Technologies · Composer
Composer Technologies · Composer
How much of what we look for this strategy has, and why anything is missing. Fields that don't apply to it aren't counted.
5 missing
The text the rules are quoted from, with where it came from.
Starts mostly in T‑bill funds (GSY/PULS/BIL). Each day it checks: trend up? Owns growth/tech (often 3× funds like TECL, SOXL, TQQQ) or top mega‑caps. Too hot (RSI high)? It briefly buys VIX funds (VXX/UVXY) to hedge/take profits. Too cold (RSI low)? It buys the dip. If stress rises (VIX up or trend breaks), it parks in cash, Treasuries (TLT/TMF), gold/commodities, USD, or even shorts. Oil/EM/managed‑futures (KMLM) add diversification.
A very active, rules‑driven “all‑weather” system. Mostly in T‑bills, it surges into 3× tech/semis when trends are strong, hedges with VIX when markets are hot, buys dips when oversold, and flips to Treasuries, gold, USD or cash in stress. High risk.
Risk-managed diversification strategy using VIX hedges, Treasuries, and cash parking, with trend-driven growth bets. Compared with the S&P, it targets lower drawdowns and steadier risk-adjusted returns as a portfolio diversifier. Note: OOS stress observed.
Every value on file, each labelled with its calculation basis and as-of date.
| AI categories (Composer) | bonds & commodities, daily rebalanced, leveraged etfs, mean reversion, multi-asset rotation, risk-managed, trend & momentum, volatility timing (vix) | ||
| Asset classes / instruments | equities |
| Rebalance frequency | daily |
| Return, out-of-sample period (annualized) (out-of-sample) | -10.89% | ||
| Return, out-of-sample period (cumulative) (out-of-sample) | -0.64% | ||
| Return, trailing 1 month (out-of-sample) | 0.00% | ||
| Return, trailing 1 year (out-of-sample) | 0.00% | ||
| Return, trailing 3 months (out-of-sample) | 0.00% |
| Calmar ratio, out-of-sample period (out-of-sample) | -6.16 | ||
| Maximum drawdown, out-of-sample period (out-of-sample) | -1.77% | ||
| Sharpe ratio, out-of-sample period (out-of-sample) | -2.02 | ||
| Standard deviation, out-of-sample period (out-of-sample) | 6.07% |
Composer Technologies · Composer
Composer Technologies · Composer
